May 9, 2010

No Office Hours this Week

April 8, 2010

MCMC Sampling Stuff

I love reading Andrew Gelman's blog; it's a great mixture of serious statistical thought, practical data analysis questions, random personal musings, and links to the rest of the stats blogosphere. Gelman is a very smart, famous Bayesian and advisor to our own Cavan Reilly.

He recently wrote two posts about MCMC sampling that you might find interesting/useful.

One is some second-hand skepticism about a recent paper (published in the first post-Brad issue of Bayesian Analysis) on a new Metropolis sampler that doesn't require tuning.

The other is an extended reaction to a talk by Charlie Geyer (from the UofM Stats Department) about convergence issues.

Bug fixes

Hey guys: a couple of bug fixes. First of all, there was a mistake in my "outline" of the metropolis code. I had the inequality for the acceptance ratio logic going the wrong direction. The corrected code follows:

Second, it appears that in the GeoBugs extra credit opportunity, the maps aren't going to load in because it doesn't like negative x values. One solution is to simply add a large constant to all of the longitude values in the polygon file produced by R so that they are positive.

March 28, 2010

Spatial Talk April 30

Hey guys, thought you might want to mark your calendars for Friday, April 30, 2010 at 10:00 am, Moos 2-530. That's when my academic grandfather (i.e., Brad's advisor) Alan Gelfand will be speaking on Process Modeling for Space-time Extremes. You guys haven't done much spatial yet, but you may appreciate that he helped popularize the Gibbs sampler for Bayesian analysis in a 1990 JASA article with Smith.

January 6, 2010

Welcome!

I'm Laura Hatfield and I'll be your TA. This blog is where I will post hints about homework, announcements about my office hours, useful links, and solutions to the homework assignments. See you in a couple weeks-- enjoy the rest of break!